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Estimates of pseudomoments via the Stein-Chen method (Q1415857)

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scientific article; zbMATH DE number 2015146
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English
Estimates of pseudomoments via the Stein-Chen method
scientific article; zbMATH DE number 2015146

    Statements

    Estimates of pseudomoments via the Stein-Chen method (English)
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    9 December 2003
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    The compound Poisson approximations of sums of integer-valued random variables are considered. The pseudomoments are reduced to estimates in the total variation, if the initial Stein equation is repeatedly applied for the compound Poisson approximation. A slightly more general case of pseudomoments is considered, replacing \(| j-\lambda|^k\) in terms for the absolute pseudomoments by \(f(j)\cdot(j- \lambda)^k\), \(\| f\|< \infty\).
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    total variation
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    pseudomoment
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    Poisson approximation
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    integer variable
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    Stein method
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    random variable
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    Identifiers